NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 01-Jul-2014
Day Change Summary
Previous Current
30-Jun-2014 01-Jul-2014 Change Change % Previous Week
Open 105.02 104.79 -0.23 -0.2% 106.57
High 105.05 105.40 0.35 0.3% 106.64
Low 104.07 104.04 -0.03 0.0% 104.31
Close 104.73 104.74 0.01 0.0% 105.04
Range 0.98 1.36 0.38 38.8% 2.33
ATR 1.17 1.18 0.01 1.2% 0.00
Volume 32,902 88,245 55,343 168.2% 331,468
Daily Pivots for day following 01-Jul-2014
Classic Woodie Camarilla DeMark
R4 108.81 108.13 105.49
R3 107.45 106.77 105.11
R2 106.09 106.09 104.99
R1 105.41 105.41 104.86 105.07
PP 104.73 104.73 104.73 104.56
S1 104.05 104.05 104.62 103.71
S2 103.37 103.37 104.49
S3 102.01 102.69 104.37
S4 100.65 101.33 103.99
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 112.32 111.01 106.32
R3 109.99 108.68 105.68
R2 107.66 107.66 105.47
R1 106.35 106.35 105.25 105.84
PP 105.33 105.33 105.33 105.08
S1 104.02 104.02 104.83 103.51
S2 103.00 103.00 104.61
S3 100.67 101.69 104.40
S4 98.34 99.36 103.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.64 104.04 2.60 2.5% 1.34 1.3% 27% False True 64,524
10 106.64 104.04 2.60 2.5% 1.23 1.2% 27% False True 69,171
20 106.64 100.08 6.56 6.3% 1.21 1.2% 71% False False 64,818
40 106.64 96.73 9.91 9.5% 1.09 1.0% 81% False False 49,951
60 106.64 96.43 10.21 9.7% 1.07 1.0% 81% False False 42,934
80 106.64 94.34 12.30 11.7% 1.08 1.0% 85% False False 36,926
100 106.64 93.20 13.44 12.8% 1.08 1.0% 86% False False 32,605
120 106.64 89.09 17.55 16.8% 1.06 1.0% 89% False False 29,099
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.18
2.618 108.96
1.618 107.60
1.000 106.76
0.618 106.24
HIGH 105.40
0.618 104.88
0.500 104.72
0.382 104.56
LOW 104.04
0.618 103.20
1.000 102.68
1.618 101.84
2.618 100.48
4.250 98.26
Fisher Pivots for day following 01-Jul-2014
Pivot 1 day 3 day
R1 104.73 104.75
PP 104.73 104.74
S1 104.72 104.74

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These figures are updated between 7pm and 10pm EST after a trading day.

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